%option_price is the price we estimate
%DCF is the discounted cash flows from price path we simulate
%sigmaDCF is an estimate for the standard deviation of the discounted cash flows
%sigma_opt is an estimate for the standard deviation of sigmaDCF
%The (1-alpha) confidence interval for option price is then given by
%[option_price - z_(1-alpha/2)*sigma_opt; option_price + z_(1-alpha/2)*sigma_opt]
%%
function conf_interval = estimateConfInt(option_price,DCF,alpha)
    M = length(DCF);
    sigmaDCF = sqrt((1/(M-1))*mean((DCF-option_price).^2));
    sigma_opt = sigmaDCF/sqrt(M);
    conf_interval = [option_price + norminv(alpha/2,0,1)*sigma_opt ...
                     option_price + norminv(1-alpha/2,0,1)*sigma_opt];
    